SAS: Proc logistic , score statement - interpretation of result

0
votes

I have used the following statement to calculate predicted values of a logistic model

proc logistic data = dev descending outest =model;
class cat_vars;
Model dep = cont_var cat_var / selection = stepwise slentry=0.1 slstay=0.1 
stb lackfit;
output out = tmp p= probofdefault;
Score data=dev out = Logit_File;
run;

I want to know what would be the interpretation of the probabilities i get in the logit_file . Are those probabilities odds ratio ( exp(y)) or are they the probabilities (odds ratio/1+odds ratio)?

1
saslogistic-regression
"The SCORE statement creates a data set that contains all the data in the DATA= data set together with posterior probabilities" (emphasis added) – david25272

1 Answers

2
votes

Probabilities cannot be odds ratios. A probability is between 0 and 1, odds ratios have no upper bound. The output from SCORE are probabilities.

If you consider the reason for there being a SCORE option in the first place, this should make sense: SCORE is designed to score new data sets using an old model. It uses the odds ratios and so on of the old model on a new data set.